What can be most intriguing for us, humans? We often want to know the truth. When we embark on this adventure often times we are met with this obstacle, mystery. A certain something that can not be fully understood, it is surrounded by fog and can't be seen clearly.
Mystery can be anywhere. We can cross roads with it in literature, music, paintings and day to day life. It may pop up out of nowhere and make us scared, or intrigued, or something else. That is the nature of mystery, even the emotions it will bear fruit to is unknown and mysterious. So thing called mystery is mysterious itself.
As i said it may be scary, but it also it intriguing. It's interesting what the unknown road has for us. The fact that may be a door to new ideas or truth, makes us want to unveil the secrets it holds for us.
It is one of the most popular genres in literature. We embark on an adventure with the main character and try to solve it, before the main hero does.
Mystery makes us think that we are irrational. We are afraid of the unknown, but at the same time we enjoy mystery. We don't listen to our instincts and curiosity prevails over it. Maybe that is also a defining characteristic for humans, that is what makes us apart from animals.
We can also make something feel mysterious. We can create it. For example in movies there is a lot of time mysterious ambient soundtrack that makes us feel on edge and await something, although this something may never come.
So to summarize, Mystery is something that makes us more interested, intrigued in particular event or something else. We may fear it, but our curiosity does not let us to rest and we try to unveil it's secrets.